Anic Equity¶

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Total return since start: 0.559 %¶

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Equity now: -----------------------------> 47632.67 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46237.71 Kr¶

PnL: ---------------------------------------> -650.86 Kr¶

DD now: ---------------------------------> -2.051 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 15:57:40.013130'

Anic Portfolio¶

Today¶

Return: -0.732 %¶

This Week¶

Return: -0.585 %¶

Total¶

Return: 55.937 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.920000 3114.800000 143.800000 4.840000 2971.000006
HEBA B 70 -2.100000 2779.000000 143.000000 5.420000 2636.000010
Corem Property Group B 59 -1.400000 624.220000 47.220000 8.180000 576.999999
AcadeMedia 12 -0.400000 600.000000 43.000000 7.720000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -1.210000 392.200000 37.200000 10.480000 355.000000
HMS Networks 2 -1.120000 709.200000 36.200000 5.380000 673.000000
Boozt 12 0.070000 1689.600000 35.600000 2.150000 1653.999996
MedCap 2 -1.940000 456.000000 35.000000 8.310000 421.000000
Resurs Holding 22 0.400000 606.100000 32.100000 5.590000 573.999998
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Norva24 Group 16 0.000000 564.800000 21.800000 4.010000 543.000000
Intrum 4 -0.260000 545.000000 18.000000 3.420000 527.000000
Securitas B 6 0.930000 585.360000 15.360000 2.690000 570.000000
OEM International B 7 -0.260000 543.200000 15.200000 2.880000 527.999997
Swedbank A 3 1.850000 579.000000 15.000000 2.660000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
SAAB B 8 -0.400000 3389.600000 12.600000 0.370000 3377.000000
Coor Service Management Hold. 8 -0.950000 541.600000 9.600000 1.800000 532.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.390000 249.840000 3.840000 1.560000 246.000000
Handelsbanken A 5 0.000000 546.000000 0.000000 0.000000 546.000000
Nordea Bank Abp 29 0.200000 3451.000000 -3.000000 -0.090000 3453.999992
Creaspac SPAC 6 -0.730000 572.400000 -4.600000 -0.800000 577.000002
CTEK 13 -2.810000 521.560000 -12.440000 -2.330000 533.999999
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -1.280000 556.000000 -18.000000 -3.140000 574.000000
International Petroleum Corp. 5 -2.610000 560.000000 -34.570000 -5.810000 594.565215
Essity A 4 -1.590000 1114.000000 -35.000000 -3.050000 1149.000000
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 1.340000 558.960000 -54.040000 -8.820000 612.999432
Axfood 13 -1.740000 3597.100000 -158.900000 -4.230000 3756.000001
OX2 18 -1.060000 1424.700000 -239.300000 -14.380000 1663.999992
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
Ovzon 52 -2.500000 2839.200000 -522.800000 -15.550000 3361.999992
TOTAL 46237.710000 -650.860000 -2.05063% 46888.564618

Updated:¶

'2023-01-24 15:57:52.580735'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶